New formulas for the Legendre-Fenchel transform.

DOI10.1016/j.jmaa.2003.09.012zbMath1052.49020OpenAlexW1977672020WikidataQ57836402 ScholiaQ57836402MaRDI QIDQ1419731

Jean-Baptiste Hiriart-Urruty, Juan-Enrique Martinez-Legaz

Publication date: 26 January 2004

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmaa.2003.09.012

zbMATH Keywords

convex functionLegendre-Fenchel conjugate

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52) Methods involving semicontinuity and convergence; relaxation (49J45) Duality theory (optimization) (49N15)

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Uses Software

• na13

Cites Work

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• Certainty equivalents and information measures: Duality and extremal principles
• Faster than the fast Legendre transform, the linear-time Legendre transform
• On the Lambert \(w\) function
• A fast computational algorithm for the Legendre-Fenchel transform
• Another Proof that Convex Functions are Locally Lipschitz